1) no, the set screw just sits against the G10, it doesn't make a dent particularly.
2) I use West G-Flex thickened epoxy for this sort of thing, it's perfect. A little expensive. I mix it on a piece of wood with tape on it and measure the weights on my little druggy scale. But I used to just do it by eye (it's two parts)
3) I'm not sure what you mean by that. You can epoxy G10 to G10 or to wood. In this case I'm only bonding it to wood.
4) I buy sheets from McMaster Carr. It's not super cheap but they have everything. You can find it on ebay. You could probably use another composite like Micarta or something but G10 is very strong and I've worked with it before.